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Financial Derivatives Toolbox

Financial Toolbox:

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crrtimespec

: CRR

:

TimeSpec = crrtimespec(ValuationDate, Maturity, NumPeriods)

:

  • ValuationDate - , . MATLAB .
  • Maturiry - () .
  • NumPeriods - , .

:

crrtimespec:

TimeSpec = crrtimespec(ValuationDate, Maturity, NumPeriods)

CRR .

TimeSpec , CRR .

:

4- CRR 1 . :

ValuationDate = '1-July-2002';
Maturity = '1-July-2006';
TimeSpec = crrtimespec(ValuationDate, Maturity, 4)

:

. : crrtree, stockspec

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